On Explicit $$L^2$$-Convergence Rate Estimate for Underdamped Langevin Dynamics
Yu Cao, Jianfeng Lu, Lihan Wang
Topics & Concepts
Langevin dynamicsMeasure (data warehouse)Langevin equationStatistical physicsPhysicsRate of convergenceGibbs measureGaussianMathematicsExponential functionConvergence (economics)Momentum (technical analysis)Exponential decayMathematical physicsMathematical analysisQuantum mechanicsEconomic growthDatabaseChannel (broadcasting)Computer scienceElectrical engineeringFinanceEngineeringEconomicsMarkov Chains and Monte Carlo MethodsAdvanced Thermodynamics and Statistical MechanicsStatistical Mechanics and Entropy